shanghai_stock.its: Shanghai Stock Exchange Composite Index Daily High/Low...

In dataSDA: Datasets and Basic Statistics for Symbolic Data Analysis

Shanghai Stock Exchange Composite Index Daily High/Low Interval Time Series

Description

Daily high and low values of the Shanghai Stock Exchange Composite Index (SSE Composite) from January 2, 2019 to December 30, 2022 (970 trading days). This dataset matches the period used by Yang, Zhang and Wang (2025) for interval time series forecasting.

Usage

data(shanghai_stock.its)

Format

A data frame with 970 observations and 3 variables:

• date: Trading date (Date class).

• low: Daily low value of the SSE Composite Index.

• high: Daily high value of the SSE Composite Index.

Details

The SSE Composite Index is the most commonly used indicator to reflect the performance of the Shanghai Stock Exchange. It tracks all stocks (A-shares and B-shares) listed on the exchange. This dataset covers a period that includes the COVID-19 pandemic and its market impacts, providing a rich testbed for evaluating interval forecasting models under extreme volatility.

Metadata

Sample size (n)	970
Variables (p)	3 (date, low, high)
Subject area	Finance
Symbolic format	Interval time series
Analytical tasks	Forecasting, Time series analysis

Source

Yahoo Finance, ticker 000001.SS. Downloaded via the quantmod package.

References

Yang, W., Zhang, S. and Wang, S. (2025). On smooth transition interval autoregressive models. Journal of Forecasting, 44(2), 310–332.

Examples

data(shanghai_stock.its)
head(shanghai_stock.its)
plot(shanghai_stock.its$date, shanghai_stock.its$high, type = "l",
     col = "red", ylab = "Index Value", xlab = "Date",
     main = "Shanghai Composite Daily High/Low (2019-2022)")
lines(shanghai_stock.its$date, shanghai_stock.its$low, col = "blue")
legend("topleft", c("High", "Low"), col = c("red", "blue"), lty = 1)

dataSDA documentation built on June 12, 2026, 9:06 a.m.